Shinobi for the SMS is kick ass.
I friggen hate the fact that most US gamers I talk to think that the SMS is some sort of joke.
For some reason everyone is under the impression that the NES is graphically better than there are no good games for the SMS...
Super Wonder Boy
That's just off the top of my head.
There is also another RPG that I forgot the name of that I bought recently. I will have to try it out soon.